Model-order selection: a review of information criterion rules.
Petre StoicaYngve SelénPublished in: IEEE Signal Process. Mag. (2004)
Keyphrases
- information criterion
- model order selection
- model selection
- cross validation
- probability model
- parameter tuning
- association rules
- bayesian information criterion
- factor analysis
- free energy
- widely applicable
- leave one out cross validation
- belief propagation
- data mining
- selection criterion
- evolutionary algorithm
- machine learning